‫بسم هللا الرحمن الرحيم‬

Engineering Department
Computer Systems Engineering

Software Engineering
Operation Research

Mid Term Exam

Prepared By

Name : Ibrahim Essam Al Magharee

Student.NO : 20163320

Under Supervisor

Dr. Iyad Albayouk

 Let x=model 1
y=model 2

objective:
Max z=3x +4y

constraints.
2x +3y<=12000
2x+y<=1000
4y<=800
x,y>=0
Solution:-

3x1+5x2=15
Let x1=0 , => 5x2=15 => x2=3
p11(0,3)
let x2=0 => 3x1=15 => x1=5
p12(5,0)

6x1+4x2=24
Let x1=0 , => x2=6
P21(0,6)
Let x2=0 , => x1=4
p22(4,0)

x1=2 => p31 (2,0)

Point C is the result of the intersection of the first and seconds equations
3x1 + 5x2 = 15 ----------- 1
6x1 + 4x2 = 24 ----------- 2
Dividing the seconds equation by -2

-3x1-2x2 = -12
3x1 + 5x2 = 15
Sum of equations
3x2 = -3
X2 = 1 x1 = 3.333

Point B is the result of the intersection of the first and thirds equations
X1 = 2
X2 = 1.8

POINTS Z
A(2,3) 14
B(2,1.8) 11.6
C(3.33,1) 15.32

The optimal solution :

Min z = 11.6
X1 = 2
X2 = 1.8
a) Fin the optimal solution of the duality using the Big M Method ;

The duality form :

Min w=6y1+8y2+y3+2y4

Subject to:
y1+2y2-y3>=3
2y1+y2+y3+y4>=2
y1,y2,y3,y4>=0

using the Big M method :

Min z=6y1+8y2+y3+2y4 -MR1 -MR2=0

Subject to:
y1+2y2-y3 –s1+R1=3
2y1+y2+y3+y4 –s2 +R2=2
y1,y2,y3,y4,s1,s2,R1,R2>=0
 Basic y1 y2 y3 y4 S1 S2 R1 R2 RHS
Sol
Obj Fun 6 8 1 2 0 0 M M 0
R1 1 2 -1 0 -1 0 1 0 3
R2 2 1 1 1 0 -1 0 1 2

Multiply rows R1 by M and subtract to first row (Obj. Function line ).

Basic y1 y2 y3 y4 S1 S2 R1 R2 RHS
Sol
Obj Fun 3M-6 3M-8 -1 M-2 -M -M 0 0 5M
R1 1 2 -1 0 -1 0 1 0 3
R2 2 1 1 1 0 -1 0 1 2

2/2 =1 ,3/1=3

Basic Y1 Y2 Y3 Y4 S1 S2 R1 R2 RHS
Sol
0 1.5M-5 -1.5M -0.5M+1 -M -0.5M-3 0 -1.5M+3 2M+6
Obj Fun
R1 0 1.5 -1.5 -0.5 -1 0.5 1 -0.5 2
Y1 1 0.5 0.5 0.5 0 -0.5 0 0.5 1

2/1.5=1.33 ,1/0.5=2

Basic Y1 Y2 Y3 Y4 S1 S2 R1 R2 RHS
Sol
0 0 -3 -0.66 -3.33 -1.33 -M+3.33 -M+1.33 12.66
Obj Fun
Y2 0 1 -1 -0.33 -0.67 0.33 0.67 -0.33 1.33
Y1 1 0 1 0.67 0.33 -0.67 -0.5 0.67 0.33

The optimal solution is Z = 12.67

Y1 = 1.33
Y2 = 0.33
 b) Find the shadow prices :

-if decrees the available of s1 by -10/3

then the objective value is
12.67- 3.333=9.34

-if decrees the available of s2 by -4/3

then the objective value is
12.67- 1.333=12.34

c) What happen if we change first resource up by 5?

Basic solution RHS S1 RHS +S1*D1

Objective function 38/3 -10/3 38/3 -10/3*D1
Y2 4/6 -2/3 4/5 -2/3*D1
Y1 1/3 1/3 1/3 +1/3*D1

38/3 -10/3D1>=0 ===> D1<= 3.2

4/5 -2/3D1>=0 ===> D1<= 1.2
1/3 +1/3D1>=0 ===> D1>= -1

Domain=[-1,1.2]
The value cannot be increased

d) What happen if add a new constraint y1 + y2 <= 10.

y1+y2<=10
4/5 +1/3 <=10
1.13<=10
we can add constraint